[1]} use the nested MCMC algorithm of [2]} to target the \(\eta \) -SMI posterior \({\tilde{p}}^{(s)}_{\eta }(\varphi ,\theta |Y, Z)\) . Here we show that similar methods can be setup to sample \({\tilde{p}}^{(k)}_{\delta }(\varphi ,\theta |Y, Z)\) . [3]} give an efficient approximation scheme which speeds up analysis within the same nested-MCMC framework.
